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Jianfeng Yu
Jianfeng Yu
Jianshu Chair Professor of Finance, PBCSF, Tsinghua University
Verified email at pbcsf.tsinghua.edu.cn - Homepage
Title
Cited by
Cited by
Year
The short of it: Investor sentiment and anomalies
RF Stambaugh, J Yu, Y Yuan
Journal of financial economics 104 (2), 288-302, 2012
21402012
Arbitrage asymmetry and the idiosyncratic volatility puzzle
RF Stambaugh, J Yu, Y Yuan
The Journal of Finance 70 (5), 1903-1948, 2015
9892015
Investor sentiment and the mean–variance relation
J Yu, Y Yuan
Journal of Financial Economics 100 (2), 367-381, 2011
8112011
Investor attention, psychological anchors, and stock return predictability
J Li, J Yu
Journal of financial economics 104 (2), 401-419, 2012
4532012
Investor sentiment and economic forces
J Shen, J Yu, S Zhao
Journal of Monetary Economics 86, 1-21, 2017
2542017
Technological growth and asset pricing
N Garleanu, S Panageas, J Yu
The Journal of Finance 67 (4), 1265-1292, 2012
243*2012
The long of it: Odds that investor sentiment spuriously predicts anomaly returns
RF Stambaugh, J Yu, Y Yuan
Journal of Financial Economics 114 (3), 613-619, 2014
2062014
Asset pricing in production economies with extrapolative expectations
D Hirshleifer, J Li, J Yu
Journal of Monetary Economics 76, 87-106, 2015
1962015
Reference-dependent preferences and the risk–return trade-off
H Wang, J Yan, J Yu
Journal of Financial Economics 123 (2), 395-414, 2017
1502017
Lottery-related anomalies: the role of reference-dependent preferences
L An, H Wang, J Wang, J Yu
Management Science 66 (1), 473-501, 2020
1302020
Optimal long-term contracting with learning
Z He, B Wei, J Yu, F Gao
Review of Financial Studies, 2017
1222017
A sentiment-based explanation of the forward premium puzzle
J Yu
Journal of Monetary Economics 60 (4), 474-491, 2013
972013
Dissecting the profitability premium
H Wang, J Yu
AFA 2013 san Diego meetings paper, 2013
952013
Government investment and the stock market
F Belo, J Yu
Journal of Monetary Economics 60 (3), 325-339, 2013
802013
Financial entanglement: A theory of incomplete integration, leverage, crashes, and contagion
N Gārleanu, S Panageas, J Yu
American Economic Review 105 (7), 1979-2010, 2015
782015
Uncertainty, risk, and incentives: theory and evidence
Z He, S Li, B Wei, J Yu
Management Science 60 (1), 206-226, 2014
602014
Time-varying demand for lottery: Speculation ahead of earnings announcements
B Liu, H Wang, J Yu, S Zhao
Journal of Financial Economics 138 (3), 789-817, 2020
452020
Investor sentiment and idiosyncratic risk puzzle
X Gao, J Yu, Y Yuan
Unpublished Working Paper, Hong Kong University, 2010
392010
Using long-run consumption-return correlations to test asset pricing models
J Yu
Review of Economic Dynamics 15 (3), 317-335, 2012
34*2012
Aggregate expected investment growth and stock market returns
J Li, H Wang, J Yu
Journal of Monetary Economics 117, 618-638, 2021
292021
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